+202.7%
WELL vs CPRT
-34.0%
+236.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +6.8% | +21.4% | -14.6% | +4.5% |
| 3M | +6.7% | +10.4% | -3.6% | +5.2% |
| 6M | +13.8% | -4.3% | +18.1% | +13.8% |
| YTD | +33.8% | -18.3% | +52.1% | +36.0% |
| 1Y | +29.6% | -22.5% | +52.1% | +32.7% |
| All | +202.7% | -34.0% | +236.7% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling